-18.4%
MSFU vs EXEL
+52.8%
-71.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.2% |
| 7D | -3.2% | +1.4% | -4.5% | -3.2% |
| 30D | -3.1% | +6.7% | -9.8% | -3.4% |
| 3M | +35.3% | +11.5% | +23.8% | +34.3% |
| 6M | +31.6% | +38.8% | -7.2% | +28.0% |
| YTD | -9.5% | +31.6% | -41.1% | -11.9% |
| 1Y | -18.4% | +53.0% | -71.4% | -20.8% |
| All | -18.4% | +52.8% | -71.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling